Both Whole Foods and Balducci's sell it. I am by no means fluent in Caviar, but I really do enjoy it. Be sure to try American Paddlefish as it is much cheaper and domestic. There are sustainability issues with Sturgeon that you may want to look up on the 'net as well.

Not all Whole Foods carry it all year round. Check out Black Salt's market-they'll be able to help. If you want to try ikura/salmon roe or tobiko/flying fish roe, which is much cheaper and found in sushi, you can find it at most Asian markets.

I'd start with a mid grade variety of what every type you choose. You don't want cheap caviar because it does not have the delicate flavor that better caviar has. On the other hand, you don't want to shell out a lot of money for something you may not like.

I was really disappointed with Whole Foods' caviar. I don't remember what kind it was, but it was tasteless and the texture was totally wrong. One of the joys of caviar is the popping in the mouth - this had none of that. I think I am going the online route next time. although Russian Gourmet sounds like it might be worth checking out, thanks.